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Trade: RUNE/USDT/15/SSF/EMA/9512

Strategy
RUNE/USDT/15/SSF/EMA/9512
Pair
RUNE_USDT
Interval
15m
Score
321687
Daily Profit
0.304127
Profit Factor
1.260580
Profitability
63.309353
Streak
8.836345
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 05:49
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 79200.6545 9111.4391 70089.2154 36022.0077 26588.3434 9433.6643
Total P&L (%) 79.2007 9.1114 70.0892 36.022 26.5883 9.4337
Avg Daily Profit (%) 0.3041 0.035 0.2691 0.1182 0.0906 0.0346
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76793 -53575 -64830 -171651 -46786 -149221
Profit Factor 1.2606 1.0527 1.5349 1.0792 1.1213 1.04
Total Trades 139 69 70 139 69 70
Winning Trades 88 39 49 88 39 49
Losing Trades 51 30 21 51 30 21
Profitability (%) 63.3094 56.5217 70 63.3094 56.5217 70
Ratio Avg Win / Avg Loss 0.7306 0.8098 0.6578 0.6254 0.8625 0.4457
Largest Winning Trade 19312 19312 13956 32119 32119 17015
Largest Losing Trade -48441 -30610 -48441 -105041 -26337 -105041
Avg Bars in Trades 170 177 163 170 177 163
Avg Bars in Winners 96 84 105 96 84 105
Avg Bars in Losers 298 298 299 298 298 299
Bars Traded 23697 12239 11459 23697 12239 11459
Profit Streak 8.8363 8.8363 11.1905 8.8363 8.8363 11.1905
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321687 -577724 -83826 -170631 -265792 -582490

Evaluation Data

{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736404200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758854960259,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 133,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 197,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            79200.6544863587,
            9111.4391336599,
            70089.2153526988,
            36022.0076588523,
            26588.3434002956,
            9433.6642585568
        ],
        [
            79.200654,
            9.111439,
            70.089215,
            36.022008,
            26.588343,
            9.433664
        ],
        [
            0.304127,
            0.034987,
            0.269139,
            0.118205,
            0.090576,
            0.034623
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76793,
            -53575,
            -64830,
            -171651,
            -46786,
            -149221
        ],
        [
            1.26058,
            1.052696,
            1.534899,
            1.079172,
            1.121287,
            1.040013
        ],
        [
            139,
            69,
            70,
            139,
            69,
            70
        ],
        [
            88,
            39,
            49,
            88,
            39,
            49
        ],
        [
            51,
            30,
            21,
            51,
            30,
            21
        ],
        [
            63.309353,
            56.521739,
            70,
            63.309353,
            56.521739,
            70
        ],
        [
            0.730563,
            0.809766,
            0.657814,
            0.625429,
            0.862529,
            0.44572
        ],
        [
            19312,
            19312,
            13956,
            32119,
            32119,
            17015
        ],
        [
            -48441,
            -30610,
            -48441,
            -105041,
            -26337,
            -105041
        ],
        [
            170,
            177,
            163,
            170,
            177,
            163
        ],
        [
            96,
            84,
            105,
            96,
            84,
            105
        ],
        [
            298,
            298,
            299,
            298,
            298,
            299
        ],
        [
            23697,
            12239,
            11459,
            23697,
            12239,
            11459
        ],
        [
            8.836345,
            8.836346,
            11.190512,
            8.836346,
            8.836346,
            11.190512
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321687,
            -577724,
            -83826,
            -170631,
            -265792,
            -582490
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736404200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758854960259,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 133,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 197,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)